Matantei Loki Ragnarok Episode 5
There is a phantom thief in town, and Mayura's on the case. She tries to convince Loki to help, but he seems uninterested. Upon finding out that Kaitou Freyr's next target is the Brisings' Necklace, and that Freyr is sending him a direct challenge, he joins in the capture.
Upon talking to Freyr and seeing the necklace, Loki asks him if "she" is on earth as well. Apparently "she" refers to Freyr's sister, Freya, to whom the necklace belongs. As Loki fights Freyr, Heimdall sends his hawk to grab the necklace...
Here's some background info on some of these characters in norse mythology in case you're interested...
Thor (Narugami) and his Sword/Hammer
oh and here's a blurb on Gullinbrusti: The golden bristled boar crafted by Brokk and Sindri during their wager with Loki. The boar is said to be able to run through the air and over the sea, day or night. Also, it shines so brightly that wherever it goes, no matter how gloomy the surrounding, the boar will light the way.
and Brisings' Necklace, Brisingamen: The beautiful golden necklace given to Freya by four dwarves; Alfrigg, Berling, Dvalin and Grerr.
Who knew you could learn stuff from anime? =)